Trading Metrics calculated at close of trading on 26-Aug-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-1997 |
26-Aug-1997 |
Change |
Change % |
Previous Week |
Open |
7,887.91 |
7,859.57 |
-28.34 |
-0.4% |
7,694.66 |
High |
7,974.08 |
7,891.86 |
-82.22 |
-1.0% |
8,043.06 |
Low |
7,791.75 |
7,734.61 |
-57.14 |
-0.7% |
7,588.28 |
Close |
7,859.57 |
7,782.22 |
-77.35 |
-1.0% |
7,887.91 |
Range |
182.33 |
157.25 |
-25.08 |
-13.8% |
454.78 |
ATR |
194.41 |
191.75 |
-2.65 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,274.65 |
8,185.68 |
7,868.71 |
|
R3 |
8,117.40 |
8,028.43 |
7,825.46 |
|
R2 |
7,960.15 |
7,960.15 |
7,811.05 |
|
R1 |
7,871.18 |
7,871.18 |
7,796.63 |
7,837.04 |
PP |
7,802.90 |
7,802.90 |
7,802.90 |
7,785.83 |
S1 |
7,713.93 |
7,713.93 |
7,767.81 |
7,679.79 |
S2 |
7,645.65 |
7,645.65 |
7,753.39 |
|
S3 |
7,488.40 |
7,556.68 |
7,738.98 |
|
S4 |
7,331.15 |
7,399.43 |
7,695.73 |
|
|
Weekly Pivots for week ending 22-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,204.09 |
9,000.78 |
8,138.04 |
|
R3 |
8,749.31 |
8,546.00 |
8,012.97 |
|
R2 |
8,294.53 |
8,294.53 |
7,971.29 |
|
R1 |
8,091.22 |
8,091.22 |
7,929.60 |
8,192.88 |
PP |
7,839.75 |
7,839.75 |
7,839.75 |
7,890.58 |
S1 |
7,636.44 |
7,636.44 |
7,846.22 |
7,738.10 |
S2 |
7,384.97 |
7,384.97 |
7,804.53 |
|
S3 |
6,930.19 |
7,181.66 |
7,762.85 |
|
S4 |
6,475.41 |
6,726.88 |
7,637.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,043.06 |
7,695.36 |
347.70 |
4.5% |
185.07 |
2.4% |
25% |
False |
False |
|
10 |
8,075.58 |
7,588.28 |
487.30 |
6.3% |
200.10 |
2.6% |
40% |
False |
False |
|
20 |
8,340.14 |
7,588.28 |
751.86 |
9.7% |
190.28 |
2.4% |
26% |
False |
False |
|
40 |
8,340.14 |
7,588.28 |
751.86 |
9.7% |
188.98 |
2.4% |
26% |
False |
False |
|
60 |
8,340.14 |
7,214.29 |
1,125.85 |
14.5% |
179.59 |
2.3% |
50% |
False |
False |
|
80 |
8,340.14 |
7,029.46 |
1,310.68 |
16.8% |
174.14 |
2.2% |
57% |
False |
False |
|
100 |
8,340.14 |
6,315.84 |
2,024.30 |
26.0% |
171.89 |
2.2% |
72% |
False |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
26.0% |
170.29 |
2.2% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,560.17 |
2.618 |
8,303.54 |
1.618 |
8,146.29 |
1.000 |
8,049.11 |
0.618 |
7,989.04 |
HIGH |
7,891.86 |
0.618 |
7,831.79 |
0.500 |
7,813.24 |
0.382 |
7,794.68 |
LOW |
7,734.61 |
0.618 |
7,637.43 |
1.000 |
7,577.36 |
1.618 |
7,480.18 |
2.618 |
7,322.93 |
4.250 |
7,066.30 |
|
|
Fisher Pivots for day following 26-Aug-1997 |
Pivot |
1 day |
3 day |
R1 |
7,813.24 |
7,834.72 |
PP |
7,802.90 |
7,817.22 |
S1 |
7,792.56 |
7,799.72 |
|